I have a stack of Apps on my Windows Phone, there are several reasons:
Optimised for screen
Storage of credentials
Optimised for data transfer - only the content - not the layout and the code every single time
Optimised for CPU, this will change as above as things become more powerful but the inefficiency of HTML does get to me, its like taking a Eurofighter to the local dairy. Sure its really quick to develop and deploy but it sucks down power and cpu time needlessly.
EDIT: Oh and it can count against you, favouring one platform. It counts against a product for me if it only supports Apple, less so if it Supports Apple and Android but unless it also supports WP I am less likely to get involved with a product that has gone to the effort for others but left out the one I use.

